Chapter Four

Series representation of
analytic functions

By: Getachew T. (MSc.)

Email: [email protected]

Ch4_1
 Chapter 4:Contents

4.1. Basic definitions and properties of sequence

and series
4.2. Taylor’s theorem
4.3 .Lowville’s theorem
4.4 .Laurent series and classification of
singularities

Ch4_2
 4.1 Sequences
Sequence
For example, the sequence {1 + in} is

1 i , 0, 1 i , 2, 1 i , 
     (1)
n 1, n  2 , n  3 , n  4 , n  5 , 

If limnzn = L, we say this sequence is convergent.

See Fig 4.1.
Definition of the existence of the limit:
  0, N  0,  | zn  L |  , n  N
Ch4_3
Fig 14.1: Illustration

Ch4_4
 Example 1
i n1 
The sequence   converges, since
 n 
i n1
limn 0
n
See Fig 4.2.

Ch4_5
 Cont’d

THEOREM 4.1
Criterion for Convergence
A sequence {zn} converge to a complex number L
if and only if Re(zn) converges to Re(L) and Im(zn)
converges to Im(L).

Ch4_6
 Example 2
The sequence   ni  converges to i. Note that

 n  2i 
Re(i) = 0 and Im(i) = 1. Then

2
ni 2n n
zn   2 i 2
n  2i n  4 n  4
2
2n n
Re( zn )  2  0, Im( zn )  2 1
n 4 n 4
as n  .

Ch4_7
 Series
An infinite series of complex numbers

 zk  z1  z2  ...  zn  ...
k 1

is convergent if the sequence of partial sum {Sn},

where
Sn  z1  z2  ...  zn
converges.

Ch4_8
 Geometric Series
For the geometric Series

 az k 1
 a  az  az 2
   az n 1
 (2)
k 1

the nth term of the sequence of partial sums is

Sn  a  az  az 2  ...  az n1 (3)

and
a(1  z n )
Sn  (4)
1 z

Ch4_9
 Cont’d
Since zn  0 as n   whenever |z| < 1, we conclude
that (2) converges to a/(1 – z) when |z| < 1 ; the series
diverges when |z|  1.
The special series
1
 1  z  z 2  z3   (5)
1 z
1
 1 z  z  z 
2 3
(6)
1 z
valid for |z| < 1.

Ch4_10
 Example 3
The series

(1  2i ) k (1  2i ) (1  2i ) 2 (1  2i )3
 5k  5  52  53  ...
k 1

is a geometric series with a = (1 + 2i)/5 and

z = (1 + 2i)/5. Since |z| < 1, we have
1  2i

(1  2i ) k i
 5k  1  2i  2 5
k 1 1
5

Ch4_11
 THEOREM 4.2
Necessary Condition for
Convergence
k 1 zk

If converges, then limn zn  0.

THEOREM 4.3
The nth Term Test for Divergence

k 1 zk diverges.

If limn zn  0, then the series

Ch4_12
 DEFINITION 4.1
Absolute Convergence

k 1 zk

An infinite series is said be absolutely

k 1| zk |

convergent if converges.

Ch4_13
 Example 4
 k
i
The series  2 is absolutely convergent since
k 1 k

1 converges.
|ik/k2| = 1/k2 and the real series  k2
k 1

As in real calculus,
Absolute convergence implies convergence.
Thus the series in Example 4 converges.

Ch4_14
 THEOREM 4.4
Ratio Test
Suppose k 1 zk is a series of nonzero complex


terms such that

zn1
lim L (9)
n z
n
(i) If L < 1, then the series converges absolutely.
(ii) If L > 1 or L = , then the series diverges.
(iii) If L = 1, the test is inconclusive.

Ch4_15
 THEOREM 4.5
Root Test
k 1 zk

Suppose is a series of complex terms such that

lim n | zn |  L (10)
n

(i) If L < 1, then the series converges absolutely.

(ii) If L > 1 or L = , then the series diverges.
(iii) If L = 1, the test is inconclusive.

Ch4_16
 Power Series
An infinite series of the form

 ak ( z  z0 ) k
 a0  a1 ( z  z0 )  a2 ( z  z0 )  ... , (11)
2

k 0

where ak are complex constants is called a power

series in z – z0. (11) is said to be centered at z0 and z0
is referred to the center of the series.

Ch4_17
 Circle of Convergence


Every complex power series  k  k

a ( z z 0 ) has radius of
k 0
convergence R and has a circle of convergence
defined by |z – z0| = R, 0 < R < . See Fig 19.3.

Ch4_18
The radius R can be
(i) zero (converges at only z = z0).
(ii) a finite number (converges at all interior points of
the circle |z − z0| = R).
(iii)  (converges for all z).

A power series may converge at some, all, or none of

the points on the circle of convergence.

Ch4_19
 Example 5

z k 1 , by ratio test
Consider the series
 k
k 1

z n 2
n  1 n 1
lim n1  lim zz
n z n n

n
Thus the series converges absolutely for |z| < 1 and
the radius of convergence R = 1.

Ch4_20
 Summary: R.O.C. using ratio test
(i) lim a n1  L  0, the R.O.C. is R = 1/L.
n a n

a n1 the R.O.C. is .

(ii) lim 0
n an
a n1
(iii) lim  the R.O.C. is R = 0.
n an

For the power series  k
a
k 0
( z  z 0 ) k

Ch4_21
 Example 6: R.O.C. using ratio test
Consider the power series

(1)k 1 ( z  1  i) k

k 1 k!
with

(1) n 2
(1) n1 (n  1)! 1
an  , lim 
 lim n1  0
n! n ( 1) n 1 n

n!
The R.O.C. is .

Ch4_22
 Example 7: R.O.C. using root test

 6k  1  ( z  2i ) k
k
Consider the power series   2k  5 
k 1

6n  1  6n  1
n

an   an  lim 3
 , nlim n
 2n  5   n 2n  5

This root test shows the R.O.C. is 1/3. The circle of

convergence is |z – 2i| = 1/3; the series converges
absolutely for |z – 2i| < 1/3.

Ch4_23
 4.2 Taylor Series
THEOREM 4.6
Continuity
A power series k 0 ak ( z  z0 ) represents a
 k

continuous function f within its circle of convergence

| z  z0 |  R, R  0.

THEOREM 4.7
Term-by-Term Integration
A power series k 0 k

a ( z  z0 ) k
can be integrated
term by term within its circle of convergence
| z  z0 |  R, R  0, for every contour C lying entirely
within the circle of convergence.
Ch4_24
 THEOREM 4.8
Term-by-Term Differentiation
A power series k 0 ak ( z  z0 ) can be differentiated
 k

term by term within its circle of convergence

| z  z0 |  R, R  0.

Ch4_25
 Taylor Series
Suppose a power series represents a function f for
|z – z0| < R, R  0, that is

f ( z )   ak ( z  z0 ) k
k 0
(1)
 a0  a1 ( z  z0 )  a2 ( z  z0 )  a3 ( z  z0 )  
2 3

It follows that

f ( z )   kak ( z  z0 ) k 1
k 1
(2)
 a1  2a2 ( z  z0 )  3a3 ( z  z0 ) 2  

Ch4_26
 Cont’d

 f ( z )   k (k  1)ak ( z  z0 )
 k 2

k 2 (3)
 2  1a2  3  2a3 ( z  z0 )  

f (3) ( z )   k (k  1)(k  2)ak ( z  z0 ) k 3
k 3 (4)
 3  2 1a3 

From the above, at z = z0 we have

f ( z0 )  a0 , f ' ( z0 )  1!a1, f " ( z0 )  2!a2 ,...
f ( n ) ( z0 )  n!an
Ch4_27
 Cont’d
or
f ( n ) ( z0 )
an  , n0
n! (5)
When n = 0, we interpret the zeroth derivative as
f (z0) and 0! = 1. Now we have

 (k )
f ( z0 )
f ( z)   ( z  z0 ) k (6)
k 0 k!

Ch4_28
 Cont’d
This series is called the Taylor series for f centered at
z0. A Taylor series with center z0 = 0,

f ( k ) (0) k
f ( z)   z , (7)
k 0 k!
is referred to as a Maclaurin series.

Ch4_29
 THEOREM 4.9
Taylor’s Theorem

Let f be analytic within a domain D and let z0 be a point

in D. Then f has the series representation
 (k )
f ( z0 )
f z    ( z  z0 ) k
k 0 k! (8)
valid for the largest circle C with center at z0 and radius
R that lies entirely within D.

Ch4_30
Cont’d

Ch4_31
 Cont’d
Some important Maclurin series
2  k
z z z
e  1    
z (12)
1! 2! k 0 k!
 2 k 1
z3 z5 z
sin z  z       (1) k (13)
3! 5! k 0 (2k  1)!

z2 z4 z 2k
cos z  1       (1) k (14)
2! 4! k 0 (2k )!

Ch4_32
 Example 1
Find the Maclurin series of f(z) = 1/(1 – z)2.
Solution
For |z| < 1,
1
 1  z  z 2  z3   (15)
1 z
Differentiating both sides of (15)

1
(1  z ) 2
 1  2 z  3 z 2
 ...   kz k 1

k 1

Ch4_33
 4.3 Laurent Series
Isolated Singularities
Suppose z = z0 is a singularity of a complex function f.
z
For example, 2i and -2i are sigularities of f ( z ) 2
z 4
The point z0 is said to be an isolated singularity, if
there exists some deleted neighborhood or punctured
open disk 0 < |z – z0| < R throughout which is analytic.

Ch4_34
 A New Kind of Series
About an isolated singularity, it is possible to
represent f by a new kind of series involving both
negative and nonnegative integer powers of z – z0;
that is
a2 a1
f ( z )  ...    a0 
( z  z0 ) 2
z  z0
a1 ( z  z0 )  a2 ( z  z0 )  ...
2

Ch4_35
 Cont’d
Using summation notation, we have
 
f ( z )   a k ( z  z0 ) k   ak ( z  z0 )k (1)
k 1 k 0

The part with negative powers is called the principal

part of (1) and will converge for |1/(z – z0)| < r* or
|z – z0| > 1/r* = r. The part with nonnegative powers
is called the analytic part of (1) and will converge for
|z – z0| < R. Hence the sum of these parts converges
when r < |z – z0| < R.

Ch4_36
 Example 1
The function f(z) = (sin z)/z3 is not analytic at z = 0 and
hence can not be expanded in a Maclaurin series. We
find that
z3 z5 z7
sin z  z     ...
3! 5! 7!
converges for all z. Thus
sin z 1 1 z 2 z 4
f ( z)  3  2      (2)
z z 3! 5! 7!
This series converges for all z except z = 0, 0 < |z|.

Ch4_37
 THEOREM 4.10
Laurent’s Theorem
Let f be analytic within the annular domain D defined
by r  | z  z 0 |  R . Then f has the series representation


f ( z)  a (z  z )
k 0
k (3)
k 
valid for r  | z  z0 |  R . The coefficients ak are given
by 1 f ( s)
ak  
2 i C (s  z0 ) k 1
ds , k  0 ,  1,  2 , ,
(4)
where C is a simple closed curve that lies entirely within
D and has z0 in its interior. (see Figure 4.6)
Ch4_38
Fig 4.6

Ch4_39
 Example 4
8z  1
Expand f ( z)  in a Laurent series valid
z (1  z )
for 0 < |z| < 1.
Solution
(a) We can write

f ( z) 
8z  1 8z  1 1
z (1  z )

z 1 z
1

 (8  ) 1  z  z  ...
z
2

1
  9  9 z  9 z  ...
2
z

Ch4_40
 Example 5
1
f ( z) 
Expand z ( z  1) in a Laurent series valid
for 1 < |z – 2| < 2.
Solution
(a) See Fig 4.9

Ch4_41
 Cont’d
The center z = 2 is a point of analyticity of f . We want
to find two series involving integer powers of z – 2; one
converging for 1 < |z – 2| and the other converging for
|z – 2| < 2.
1 1
f ( z)     f1 ( z )  f 2 ( z )
z z 1
1 1 1 1
f1 ( z )     
z 2 z2 21  z  2
2

Ch4_42
 Cont’d

1  z  2  z  2  z  2 
2 3
  1       ...
2 2  2   2  
1 z  2 ( z  2) 2 ( z  2)3
  2  3
 4
 ...
2 2 2 2
This series converges for |(z – 2)/2| < 1 or |z – 2| < 2.

Ch4_43
 Cont’d
1 1 1 1
f2 ( z)   
z  1 1  z  2 z  21  1
z2
1  1 
2
1   1 
3

 1       ...
z  2  z  2  z  2  z  2 
1 1 1
    ...
z  2 ( z  2) ( z  2)
2 3

This series converges for |1/(z – 2)| < 1 or 1 < |z – 2|.

Ch4_44
 4.4 Zeros and Poles
Introduction
Suppose that z = z0 is an isolated singularity of f and
  
a
f ( z )   ak ( z  z0 ) k   k
  a ( z  z ) k
(1)
k 1 ( z  z0 )
k k 0
k  k 0

is the Laurent series of f valid for 0 < |z – z0| < R. The

principal part of (1) is
 
ak
 ak ( z  z0 ) k

( z  z ) k
(2)
k 1 k 1 0

Ch4_45
 Classification
(i) If the principal part is zero, z = z0 is called a
removable singularity.
(ii) If the principal part contains a finite number of
terms, then z = z0 is called a pole. If the last
nonzero coefficient is a-n, n  1, then we say it is a
pole of order n. A pole of order 1 is commonly
called a simple pole.
(iii) If the principal part contains infinitely many
nonzero terms, z = z0 is called an essential
singularity.

Ch4_46
 Example 1
We form
sin z z2 z4
 1   (2)
z 3! 5!
that z = 0 is a removable singularity.

Ch4_47
 Example 2
(a) From
sin z 1 z z 3
2
    ...
z z 3! 5!
0 < |z|. Thus z = 0 is a simple pole.
Moreover, (sin z)/z3 has a pole of order 2.

Ch4_48
 A Question
The Laurent series of f(z) = 1/z(z – 1) valid for 1 < |z|
is (exercise)
1 1 1
f ( z )  2  3  4  ...
z z z
The point z = 0 is an isolated singularity of f and the
Laurent series contains an infinite number of terms
involving negative integer powers of z. Does it mean
that z = 0 is an essential singularity?

Ch4_49
 Cont’d
The answer is “NO”. Since the interested Laurent
series is the one with the domain 0 < |z| < 1, for which
we have (exercise)
1
f ( z )    1  z  z 2  ...
z
Thus z = 0 is a simple pole for 0 < |z| < 1.

Ch4_50
 Zeros
We say that z0 is a zero of f if f(z0) = 0. An analytic
function f has a zero of order n at z = z0 if
f ( z0 )  0 , f ( z0 )  0 , f ( z0 )  0 , ... , f ( n1) ( z0 )  0 ,
but f ( n ) ( z0 )  0 (3)

Ch4_51
 Example 3
The analytic function f(z) = z sin z2 has a zero at z = 0,
because f(0)=0.
6 10
z z
sin z  z  
2 2
 ...
3! 5!
 z
4
z
8

f ( z )  z sin z  z 1    ...
2 3

 3! 5! 
hence z = 0 is a zero of order 3, because f (0)  0, f (0)  0,

f (0)  0 but f (0) . 0
(3)

Ch4_52
 THEOREM 4.11
Pole of Order n
If the functions f and g are analytic at z = z0 and f has a
zero of order n at z = z0 and g(z0)  0, then the function
F(z) = g(z)/f(z) has a pole of order n at z = z0.

Ch4_53
 Example 4
(a) Inspection of the rational function
2z  5
F ( z) 
( z  1)( z  5)( z  2) 4
shows that the denominator has zeros of order 1 at z =
1 and z = −5, and a zero of order 4 at z = 2. Since the
numerator is not zero at these points, F(z) has simple
poles at z = 1 and z = −5 and a pole of order 4 at z = 2.

Ch4_54
 Chapter 5

5. Calculus of residues
Contents
5.1. Calculation of residues
5.2. The Residue theorem and its application
5.3. Evaluation of definite integrals

Ch4_55
 5.1. Residues and Residue Theorem

Residue
The coefficient a-1 of 1/(z – z0) in the Laurent series is
called the residue of the function f at the isolated
singularity. We use this notation
a-1 = Res(f(z), z0)

Ch4_56
 Example 1
(a) z = 1 is a pole of order 2 of f(z) = 1/(z – 1)2(z – 3).
The coefficient of 1/(z – 1) is a-1 = −¼ .

Ch4_57
 THEOREM 5.1
Residue at a Simple Pole
If f has a simple pole at z = z0, then
Res ( f ( z ) , z0 )  lim ( z  z0 ) f ( z )
z  z0 (1)

Ch4_58
 THEOREM 1
Proof
Since z = z0 is a simple pole, we have
a1
f ( z)   a0  a1 ( z  z0 )  a2 ( z  z0 ) 2  ...
z  z0
lim ( z  z0 ) f ( z )
z  z0

 lim [a1  a0 ( z  z0 )  a1 ( z  z0 ) 2  ...]

z  z0

 a1  Re s( f ( z ), z0 )

Ch4_59
 THEOREM 5.2
Residue at a Pole of Order n
If f has a pole of order n at z = z0, then
1 d n1
Res ( f ( z ) , z0 )  lim n1 ( z  z0 ) n f ( z ) (2)
(n  1)! z  z0 dz

Ch4_60
 THEOREM 2
Proof
Since z = z0 is a pole of order n, we have the form
an a1
f ( z)   ...   a0  a1 ( z  z0 )  ...
( z  z0 ) n
z  z0
( z  z0 ) n f ( z )  an  ...  a1 ( z  z0 ) n1  a0 ( z  z0 ) n  ...
Then differentiating n – 1 times:
n 1
d
n 1
( z  z0 ) f ( z )
n

dz (3)
 (n  1)!a1  n !a0 ( z  z0 ) 
Ch4_61
 Proof Cont’d
The limit of (3) as z  z0 is

d n1
lim n1 ( z  z0 ) n f ( z )  (n  1)!a1
z  z0 dz

1 d n1
Re s( f ( z ), z0 )  a1  lim n1 ( z  z0 ) n f ( z )
(n  1)! z  z0 dz

Ch4_62
 Example 2
The function f(z) = 1/(z – 1)2(z – 3) has a pole of order 2
at z = 1. Find the residues.
Solution

1 d d 1
Res( f ( z ), 1)  lim ( z  1) f ( z )  lim
2

1! z 1 dz z 1 dz z  3

1 1
 lim 
z 1 ( z  3) 2
4

Ch4_63
 Approach for a simple pole
If f can be written as f(z)= g(z)/h(z) and has a simple
pole at z0 (note that h(z0) = 0), then
g ( z0 )
Res( f ( z ) , z0 )  (4)
h( z0 )
because

g ( z) g ( z) g ( z0 )
lim ( z  z0 )  lim 
z  z0 h ( z ) z  z0 h ( z )  h ( z 0 ) h ' ( z 0 )
z  z0

Ch4_64
 Example 3
The polynomial z4 + 1 can be factored as (z – z1)(z –
z2)(z – z3)(z – z4). Thus the function f = 1/(z4 + 1) has
four simple poles. We can show that

z1  ei / 4 , z2  e3i / 4 , z3  e5i / 4 , z4  e7i / 4

1 1 3i / 4 1 1
Re s( f ( z ), z1 )  3  e   i
4 z1 4 4 2 4 2

Ch4_65
 Cont’d

1 1 9i / 4 1 1
Re s( f ( z ), z2 )  3
 e   i
4 z2 4 4 2 4 2
1 1 15i / 4 1 1
Re s( f ( z ), z3 )  3
 e   i
4 z3 4 4 2 4 2
1 1 21i / 4 1 1
Re s( f ( z ), z4 )  3
 e   i
4 z4 4 4 2 4 2

Ch4_66
 THEOREM 5.3
Cauchy’s Residue Theorem

Let D be a simply connected domain and C a simply

closed contour lying entirely within D. If a function f is
analytic on and within C, except at a finite number of
singular points z1, z2, …, zn within C, then
n
(5)
 f ( z )dz  2 i  Re s( f ( z ) , zk )
C
k 1

Ch4_67
 THEOREM 3
Proof
See Fig 5.1. Recalling from (15) of Sec. 4.3 , we can
easily prove this theorem.

Ck
f ( z )dz  2 iRes( f ( z ) , zk )
n n

C f ( z )dz 
k 1
C k
f ( z )dz  2 i  Res( f ( z ) , zk )
k 1

Ch4_68
Fig 5.1

Ch4_69
 Example 4
1
Evaluate c  z  12  z  3 d z where

(b) the contour C is the circle |z|= 2

Solution

Ch4_70
 Cont’d
(b) Since only the pole z = 1 lies within the circle, then
there is only one singular point z=1 within C, from (5)
1
C ( z  1)2 ( z  3) dz  2 i Res( f ( z ) , 1)
 1 
 2 i      i
 4 2

Ch4_71
 5.3 Evaluation of Real Integrals
Introduction
In this section we shall see how the residue theorem
can be used to evaluate real integrals of the forms
2
0 F (cos , sin ) d (1)

 f ( x)dx (2)

Ch4_72
 2
Integral of the Form 0 F (cos , sin ) d

Consider the form

2
0 F (cos  , sin  )d
The basic idea is to convert an integral form of (1)
into a complex integral where the contour C is the
unit circle: z = cos  + i sin , 0    .
Using
i i i i
e  e e  e
dz  iei d , cos  , sin  
2 2i

Ch4_73
 Cont’d
we can have
dz 1 1
d  , cos   ( z  z ) , sin   ( z  z 1 )
1
(4)
iz 2 2i
The integral in (1) becomes
 1 1 1  dz
C F  2 ( z  z ) , 2i ( z  z )  iz
1

where C is |z| = 1.

Ch4_74
 Example 1
2 1
Evaluate
0 (2  cos ) 2
d

Solution
Using (4), we have the form
4 z

i ( z  4 z  1)
C 2 2
dz
We can write
z
f ( z) 
( z  z0 ) 2 ( z  z1 ) 2
where z0  2  3, z1  2  3.
Ch4_75
 Cont’d
Since only z1 is inside the unit circle, we have
z
C ( z 2  4 z  1)2 dz  2 iRes( f ( z ) , z1 )
d d z
Res( f , z1 )  lim ( z  z1 ) f ( z )  lim
2
z  z1 dz z  z1 dz ( z  z ) 2
0
( z  z0 ) 1
 lim  
z  z1 ( z  z ) 3
6 3
0

Hence
2 1 4 1 4
0 (2  cos ) 2
d  2i
i

6 3 3 3

Ch4_76
 
Integral of the Form  f ( x)dx
When f is continuous on (−, ), we have
 0 R
 f ( x) dx  rlim 
 r
f ( x) dx  lim 
R 0
f ( x) dx (5)

If both limits exist, the integral is said to be

convergent; if one or both of them fail to exist, the
integral is divergent.

Ch4_77
If we know (2) is convergent, we can evaluate it by a
single limiting process:
 R
 f ( x) dx  Rlim
  R
f ( x) dx (6)

It is important to note that (6) may exist even though

the improper integral is divergent. For example:

xdx is divergent, since
R R2
lim  xdx  lim 
R  0 R  2

Ch4_78
However using (6) we obtain

R  R 2 ( R) 2 
lim  x dx  lim    0 (7)
r   R
R
2 2 

The limit in (6) is called the Cauchy principal value

of the integral and is written
 R
P.V. f ( x)dx  lim f ( x)dx
 R   R

Ch4_79
 Fig 5.2
To evaluate the integral in (2), we first see Fig 5.2.

Ch4_80
By theorem 5.3, we have
R
C f ( z ) dz  C R
f ( z ) dz  
R
f ( x) dx
n
 2i  Res( f ( z ) , zk )
k 1

where zk, k = 1, 2, …, n, denotes poles in the upper

half-plane. If we can show the integral  f ( z )dz  0 as
R  , C R

Ch4_81
then we have
 R
P．V． f ( x) dx  lim  f ( x) d x
 R   R
n (8)
 2 i  Res( f ( z ) , zk )
k 1

Ch4_82
 Example 2
Evaluate the Cauchy principal value of
 1
 ( x 2  1)( x 2  9) dx
Solution
Let f(z) = 1/(z2 + 1)(z2 + 9)
= 1/(z + i)(z − i)(z + 3i)(z − 3i)
Only z = i and z = 3i are in the upper half-plane.
See Fig 5.3.

Ch4_83
Fig 5.3

Ch4_84
 Cont’d
1
C ( z 2  1)( z 2  9) dz
R 1 1
 dx   dz
 R ( z  1)( z  9)
2 2 CR ( z  1)( z  9)
2 2

 I1  I 2
 2 i Res( f ( z ) , i)  Res( f ( z ) , 3i)
 1 1  
 2 i     (9)
16i 48i  12

Ch4_85
 Cont’d
Now let R   and note that on CR:
( z 2  1)( z 2  9)  ( z 2  1) ( z 2  9)

 z  1 z  9  ( R  1)( R  9)
2 2 2 2

From the ML-inequality

1 R
I2   dz  2
CR ( z  1)( z  9)
2 2
( R  1)( R  9)
2

I 2  0 as R  

Ch4_86
 Cont’d
Thus
R 1 
lim  dx 
R  R ( x  1)( x  9)
2 2
12

Ch4_87
 THEOREM 5.4
Behavior of Integral as R → 
Suppose f ( z )  P( z ) / Q( z ), where the degree of P(z) is
n and the degree of Q(z) is m  n + 2. If CR is a
Semicircular contour z  Rei , 0     , then
 f ( z ) dz  0 as R  .
CR

Ch4_88
 Example 3
Evaluate the Cauchy principal value of
 1
 x 4  1 dx
Solution
We first check that the condition in Theorem 19.15 is
satisfied. The poles in the upper half-plane are z1 = ei/4
and z2 = e3i/4. We also knew that
1 1
Res( f , z1 )    i,
4 2 4 2
1 1
Res( f , z2 )   i
4 2 4 2
Ch4_89
 Cont’d
Thus by (8)


1
P.V. 4 dx
 x  1

 2i[Res( f , z1 )  Res( f , z2 )]


2

Ch4_90
 
Integrals of the Form

or  f ( x) sin x dx
 f ( x) cos x dx


Using Euler’s formula, we have


 f ( x)eix dx
  (10)
 f ( x) cos x dx  i  f ( x) sin x dx
 

Before proceeding, we give the following sufficient

conditions without proof.

Ch4_91
 THEOREM 5.5
Behavior of Integral as R → 
Suppose f ( z )  P( z ) / Q( z ), where the degree of P(z) is
n and the degree of Q(z) is m  n + 1. If CR is a
Semicircular contour z  Rei , 0     , and  > 0,
then  ( P( z ) / Q( z ))eiz dz  0 as R  .
CR

Ch4_92
 Example 4
Evaluate the Cauchy principal value of
 x sin x
0 x 2  9 dx
Solution
Note that the lower limit of this integral is not −. We
first check that the integrand is even, so we have

 x sin x 1  x sin x
0 x 9
2
dx   2
2 x 9
 
dx (11)

Ch4_93
 Cont’d
With  =1, we now for the integral
z
C z 2  9 dz
iz
e

where C is the same as in Fig 19.12. Thus

z R x
CR z 2  9  R x 2  9 dx
iz ix
e dz e

 2i Res( f ( z )e , 3i )
iz

Ch4_94
 Cont’d
where f(z) = z/(z2 + 9). From (4) of Sec 5.1,
ze iz
e3
Res( f ( z )eiz ,3i )  z 3i 
2z 2
In addition, this problem satisfies the condition of
Theorem 5.5, so
3
 x e 
P.V. 2 e dx  2i
ix
 3i
 x  9 2 e

Ch4_95
 Cont’d
Then  x
 x 2  9 dx
ix
e
 x cos x  x sin x 
 dx  i  2 dx  3 i
 x  9
2  x  9 e
 x cos x  x sin x 
P.V. dx  0, P.V. 2 dx  3
 x  9
2  x  9 e
Finally,
 x sin x 1  x sin x 
0 x 9
2
dx  P.V. 2
2   x 9
dx  3
2e

Ch4_96
 Indented Contour
The complex functions f(z) = P(z)/Q(z) of the
improper integrals (2) and (3) did not have poles on
the real axis. When f(z) has a pole at z = c, where c is
a real number, we must use the indented contour as in
Fig 5.4.

Ch4_97
Fig 5.4

Ch4_98
 THEOREM 5.6
Behavior of Integral as r → 

Suppose f has a simple pole z = c on the real axis. If

Cr is the contour defined by z  c  rei , 0     , then

lim  f ( z ) dz   i Res( f ( z ) , c)
r 0 Cr

Ch4_99
 proof Cont’d
Proof
Since f has a simple pole at z = c, its Laurent series is
f(z) = a-1/(z – c) + g(z)
where a-1 = Res(f(z), c) and g is analytic at c. Using the
Laurent series and the parameterization of Cr, we have
C r
f ( z ) dz

 irei  i i (12)
 a1  i
d  ir  g ( c  re ) e d
0 re 0

 I1  I 2

Ch4_100
 Cont’d
i
 ire 
1 0 d  a1  id
First we see I  a
i
re  9
1 0

 ia1  iRes( f ( z ), c)
Next, g is analytic at c and so it is continuous at c and is
bounded in a neighborhood of the point; that is, there
exists an M > 0 for which |g(c + rei)|  M.
Hence
 i i 
I 2  ir  g (c  re )e d  r  Md  rM
0 0
It follows that limr0|I2| = 0 and limr0I2 = 0.
We complete the proof.
Ch4_101
 Example 5
Evaluate the Cauchy principal value of
 sin x
 x( x 2  2 x  2) dx
Solution
Since the integral is of form (3), we consider the
contour integral
eizdz 1
C z ( z 2  2 z  2), f ( z )  z ( z 2  2 z  2)

Ch4_102
 Fig 5.5
f(z) has simple poles at z = 0 and z = 1 + i in the upper
half-plane. See Fig 5.5.

Ch4_103
 Cont’d
Now we have
r R
C   
CR R Cr
   2 iRes( f ( z )eiz , 1  i ) (13)
r

Taking the limits in (13) as R   and r  0, from

Theorem 5.5 and 5.6, we have
ix
 e
P.V. dx  i Res ( f ( z ) e iz
,0)
 x ( x  2 x  2)
2

 2iRes( f ( z )eiz ,1  i )

Ch4_104
 Cont’d
Now
1
Res( f ( z )e , 0) 
iz
2
1i
e
Res( f ( z )e , 1  i ) 
iz
(1  i )
4
Therefore,
 eix 1  e1i 
P.V. dx  i  2i  (1  i ) 
 x ( x  2 x  2)
2
2  4 

Ch4_105
 Cont’d
Using e-1+i = e-1(cos 1 + i sin 1), then

 cos x  1
P.V. dx  e (sin 1  cos1)
 x ( x 2  2 x  2) 2
 sin x 
P.V. dx  [1  e 1
(sin 1  cos1)]
 x ( x  2 x  2)
2
2

Ch4_106
Ch4_107